+20.1%
COMP vs Z
-54.2%
+74.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +9.4% | -1.7% | +1.1% |
| 7D | +9.5% | +10.2% | -0.7% | +2.2% |
| 30D | +8.1% | +23.7% | -15.6% | -7.3% |
| 3M | -16.3% | -6.6% | -9.8% | -13.2% |
| 6M | +42.2% | -23.0% | +65.2% | +70.4% |
| YTD | -5.0% | -50.3% | +45.3% | +46.4% |
| 1Y | +20.1% | -53.6% | +73.7% | +91.8% |
| All | +20.1% | -54.2% | +74.3% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling